基于概率模型的蓝筹与小盘轮动策略:年化收益率（29.95%）
该策略基于正态分布概率模型量化风格趋势信号，筛选合规且财务达标的标的后，按趋势精选蓝筹或小盘标的，等额持仓十只，月度调仓。
概要
核心指标
- 累计收益率: 97.38%
- 年化收益率: 29.95%
- 基准收益率: 33.19%
- 阿尔法: 0.15
- 夏普比率: 0.96
- 最大回撤: 24.09%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
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|---|---|---|---|---|---|---|---|
| 2026-09-11 | 德业股份(605117.SH) | 85.715708695652 | 2300 | 8 | 85.5 | 196650 | -496.13/-0.252% |
| 2026-09-11 | 兴齐眼药(300573.SZ) | 38.401517647059 | 5100 | 8 | 35.71 | 182121 | -13726.74/-7.009% |
| 2026-09-11 | 天孚通信(300394.SZ) | 247.93435714286 | 700 | 8 | 261.96 | 183372 | 9817.95/5.657% |
| 2026-09-11 | 中国人寿(601628.SH) | 38.991694 | 5000 | 8 | 37.99 | 189950 | -5008.47/-2.569% |
| 2026-09-11 | 协创数据(300857.SZ) | 247.0741 | 700 | 8 | 261 | 182700 | 9748.13/5.636% |
| 2026-09-11 | 同花顺(300033.SZ) | 225.0675 | 800 | 8 | 207 | 165600 | -14454/-8.028% |
| 2026-09-11 | 亚翔集成(603929.SH) | 155.3666 | 1200 | 8 | 154.69 | 185628 | -811.92/-0.435% |
| 2026-09-11 | 香农芯创(300475.SZ) | 166.08980909091 | 1100 | 8 | 167.65 | 184415 | 1716.21/0.939% |
| 2026-09-11 | 新易盛(300502.SZ) | 517.95534 | 500 | 52 | 423 | 211500 | -47477.67/-18.333% |
| 2026-09-11 | 中际旭创(300308.SZ) | 489.74686666667 | 200 | 211 | 926 | 185200 | 87250.63/89.077% |
交易详情
| 2026-09-02 | 恒瑞医药(600276.SH) | 卖 | -3700 | 46.23 | -171051 | ¥222.37 | -26144.14 |
| 2026-09-02 | 中信证券(600030.SH) | 卖 | -6900 | 27.91 | -192579 | ¥250.35 | -2197.42 |
| 2026-09-02 | 长江电力(600900.SH) | 卖 | -6859 | 28.49 | -195412.91 | ¥254.04 | 12432.6 |
| 2026-09-02 | 北方华创(002371.SZ) | 卖 | -300 | 660 | -198000 | ¥257.4 | 65186.17 |
| 2026-09-02 | 立讯精密(002475.SZ) | 卖 | -3619 | 56.7 | -205197.3 | ¥266.76 | -13784.93 |
| 2026-09-02 | 紫金矿业(601899.SH) | 卖 | -6186 | 32.89 | -203457.54 | ¥264.49 | 24499.54 |
| 2026-09-02 | 工业富联(601138.SH) | 卖 | -3455 | 61.72 | -213242.6 | ¥277.22 | -26081.19 |
| 2026-09-02 | 宁德时代(300750.SZ) | 卖 | -508 | 355.98 | -180837.84 | ¥235.09 | -11321.84 |
| 2026-09-02 | 香农芯创(300475.SZ) | 买 | 1100 | 166.04 | 182644 | ¥54.79 | 0 |
| 2026-09-02 | 亚翔集成(603929.SH) | 买 | 1200 | 155.32 | 186384 | ¥55.92 | 0 |
